+137.4%
XME vs STLA
-65.4%
+202.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.8% |
| 7D | +3.6% | +0.7% | +2.9% | +3.4% |
| 30D | +3.6% | -2.4% | +6.0% | +4.0% |
| 3M | +1.2% | -23.9% | +25.1% | +7.0% |
| 6M | +9.0% | -24.6% | +33.7% | +15.3% |
| YTD | +15.9% | -50.5% | +66.4% | +32.5% |
| 1Y | +43.2% | -39.8% | +83.0% | +53.5% |
| 3Y | +137.4% | -65.6% | +203.0% | +184.4% |
| All | +137.4% | -65.4% | +202.8% | +184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling